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 Optimization

Chemical Process Design and

Simulation

Dr. Imran Nazir Unar

Department of Chemical Engineering
MUET Jamshoro

Lecture No. 6 – Mathematical Optimization

 Lecture 6 – Objective

On completion of this part, you should:

 Understand the different types of optimization

problems and their formulation
 Optimization Basics
• What is Optimization?
– The purpose of optimization is to maximize (or minimize) the value of a function (called objective function) subject to a number of restrictions (called constraints).

• Examples

1. Maximize reactor conversion

Subject to reactor modeling equations
kinetic equations
limitations on T, P and x
 Optimization Basics
• Examples (Continued)

2. Minimize cost of plant

Subject to mass & energy balance equations
equipment modeling equations
environmental, technical and logical constraints
 Optimization Basics
• Examples (Continued)

3. Maximize your grade in this course

Subject to extracurricular activities
full-time-job requirements
constant demand by other courses and/or your advisor/boss
 Optimization Basics
• Formulation of Optimization Problems

min (or max) f(x1,x2 ,……,xN)

subject to g 1(x1,x 2,……,xN)≤0

g 2(x1,x 2,……,xN)≤0

g m(x1 ,x2 ,……,xN )≤0

h 1(x1,x 2,……,xN)=0
h 2(x1,x 2,……,xN)=0

h E(x1,x 2,……,xN)=0

Feasibility
Any vector (or point) which
satisfies all the constraints
Inequality of the optimization program
Constraints is called a feasible vector
(or a feasible point)
The set of all feasible points
is called feasibility region
or feasibility domain
Equality
Constraints
Any optimal solution
must lie within the
feasibility region!
 Optimization Basics
• Classification of Optimization Problems
– Linear Programs (LP’s)
• A mathematical program is linear if

f(x1,x2,……,xN) and gi(x1,x2,……,xN)≤0 are linear in each of their arguments:

f(x1,x2,……,xN) = c1x1 + c2x2 + …. cNxN

gi(x1,x2,……,xN) = ai1x1 + ai2x2 + …. aiNxN

where c i and aij are known constants.

Linear Programs (LP’s) can be solved to yield a

global optimum. Solver routines can guarantee a
truly optimal solution.
 Optimization Basics
• Classification of Optimization Problems
– Non-Linear Programs (NLP’s)
• A mathematical program is non-linear if any of the arguments are non-linear. For example:

min 3x + 6y2
s.t. 5x + xy ≥ 0

– Integer Programming
• Optimization programs in which ALL the variables must assume integer values. The most commonly used integer variables are the zero/one binary integer variables.

• Integer variables are often used as decision variables, e.g. to choose between two reactor types.

Non-Linear Programs (NLP’s) can

be solved to yield a local optimum.
Solver routines can not always
guarantee a globally optimal
solution.
 Optimization Basics
• Classification of Optimization Problems
– Mixed Integer Linear Programs (MILP’s)
• Linear programs in which SOME of the variables are real and other variables are integers

• Can be solved as individual LP’s by fixing the integer variables, thus a global optimum can be identified.

– Mixed Integer Non-Linear Programs (MINLP’s)

• Non-linear programs in which SOME of the variables are real and other variables are integers

• Can be solved as individual NLP’s by fixing the integer variables, but depending on the nature of the NLP’s it may not be possible to find a global optimum.
 Optimization Basics
• Formulation of Optimization Problems
– Step 1
• Determine the quantity to be optimized and express it as a mathematical function (this is your objective function)
• Doing so also serves to define variables to be optimized (input variables or optimization variables)

– Step 2
• Identify all stipulated requirements, restrictions, and limitations, and express them mathematically. These requirements constitute the constraints

– Step 3
• Express any hidden conditions. Such conditions are not stipulated explicitly in the problem, but are apparent from the physical situation, e.g. non-negativity constraints
 Optimization Example
• Hydrogen Sulfide Scrubbing
– Two variable grades of MEA.

– First grade consists of 80 weight% MEA and 20% weight water. Its cost is 80 cent/kg.

– Second grade consists of 68 weight% MEA and 32 weight% water. Its cost is 60 cent/kg.

– It is desired to mix the two grades so as to obtain an MEA solution that contains no more than 25 weight% water.
– What is the optimal mixing ratio of the two grades which will minimize the cost of MEA solution (per kg)?
 Optimization Example
• Hydrogen Sulfide Scrubbing (Cont’d)

– Objective function min z = 80x1 + 60x2

– Constraints
• Water content limitation 0.20x1 + 0.32x2 ≤ 0.25
• Overall material balance x1 + x2 =1
• Non-negativity x1 ≥ 0
x2 ≥ 0

Grade 1
x1 kg
0.80 MEA, 0.20 water Variables (Basis 1 kg solution)
1 kg MEA solution
80 cents/kg
MIXER 
water content 25 wt. %
x1 Amount of grade 1 (kg)
Grade 2 x2 Amount of grade 2 (kg)
x2 kg
0.68 MEA, 0.32 water z Cost of 1 kg solution (cents)
60 cents/kg
 Optimization Example
• Hydrogen Sulfide Scrubbing (Cont’d)
– Feasibility region
• The set of points (x1, x2) satisfying all the constraints, including the non-negativity conditions.
• Constraint on water content 0.20x1 + 0.32x2 ≤ 0.25

x2

x1
 Optimization Example
• Hydrogen Sulfide Scrubbing (Cont’d)
– Feasibility region
• Non-negativity constraints x1  0 , x2  0

x2
x2

x1
x1
 Optimization Example
• Hydrogen Sulfide Scrubbing (Cont’d)
– Feasibility region
• Mass balance constraint x1 + x2 = 1

x2
x2
x2

0.2
0 x1
+ 0.3
2 x2
= 0.2
5

x1 x1
x1
 Optimization Example
• Hydrogen Sulfide Scrubbing (Cont’d)
– Feasibility region

x2

Feasibility region
0.2
0x
1+
0.3
is this heavy line
2x
2=
0.2
5

Any optimal solution x1

must lie within the
feasibility region!
 Optimization Example
• Hydrogen Sulfide Scrubbing (Cont’d)
– By plotting objective function curves for arbitrary values of z (here 70 and 75) we can evaluate the results:

x2
x1
+x
Optimal Point
2=
1 Intersection between
0.2
0x
1+ z = 75 x1 + x2 = 1
0.3
2x
2=
0.2 and
5

0.20x1 + 0.32x2 = 0.25

z = 70
x1
In addition
70 < zmin < 75
 Optimization Example
• Hydrogen Sulfide Scrubbing (Cont’d)
– Solving the two equations simultaneously yields the optimum amounts of the two MEA solutions along with the minimum
cost of the mixture

x1
x2
+x
2=
1
0.2
0x
1+
z* = 71.6
0.3
2x
2=
0.2
Optimal
5
point
x2* = 0.42
x1
x1* = 0.58
 More Optimization Examples
• Lab Experiment
– Determine the kinetics of a certain reaction by mixing two species, A and B. The cost of raw materials A and B are 2 and 3 $/kg, respectively.

– Let x1 and x2 be the weights of A and B (kg) to be employed in the experiment

– The operating cost of the experiment is given by:

OC = 4(x1)2 + 5(x2)2

– The total cost of raw materials for the experiment should be exactly $6. Minimize the operating cost!
 More Optimization Examples
• Coal Conversion Plant
– What are the optimal production rates of gaseous and liquid fuels that maximize the net profit of the plant?

2x1 kg coal/s for power Gaseous Fuel

generation of gasification x1 kg gas. fuel/s
plant (value of power breaks Coal Net profit $3/kg
even with the gasification of gaseous fuel
cost of coal air
(maximum
used in power capacity x1 ≤ 4
generation) 4 kg
x1 kg coal/s
coal/s) Byproducts
Coal pre-
treatment (negligible value)
coal in
3x1 + 2x2 (maximum Coal
Liquid Fuel
kg coal/s capacity x2 kg liquid fuel/s
18 kg coal/s) 2x2 kg coal/s liquefaction Net profit $5/kg
(maximum
of liquid fuel
capacity
12 kg
coal/s) 2x2 ≤ 12
Byproducts
3x1 + 2x2 ≤ 18 (negligible value)
 More Optimization Examples
• Coal Conversion Plant (Cont’d)
– Objective function max z = 3x1 + 5x2
– Constraints
• Pretreatment capacity 3x1 + 2x2 ≤ 18
• Gasification capacity x1 ≤ 4
• Liquefaction capacity 2x2 ≤ 12
• Non-negativity x1 ≥ 0
x2 ≥ 0

x2

10
x1 = 4
3x1 + 2x2 = 18
8

6 2x2 = 12

0 x1
0 2 4 6 8
 More Optimization Examples
• Coal Conversion Plant (Cont’d)
– Graphical solution

Maximum profit Z = 36 for x1 = 2 and x2 = 6

x2 x2

10 10
x1 = 4
3x1 + 2x2 = 18
8 8
Z = 36 = 3x1 + 5x2
6 2x2 = 12 6
Z = 20 = 3x1 + 5x2
4 4

Z = 10 = 3x1 + 5x2
2 2

0 x1 0 x1
0 2 4 6 8 0 2 4 6 8
 More Optimization Examples
• Methanol Delivery
– Supply methanol for three Methyl acetate plants located in towns A, B, and C

– Daily methanol requirements for each plant:

MeAc Plant location Tons/day
A 6
B 1
C 10

– Methanol production plants

MeOH plant 1 2 3 4
Capacity 7 5 3 2
 More Optimization Examples
• Methanol Delivery (Cont’d)
– Shipping cost (100 $/ton)

– Schedule the methanol delivery system to minimize the transportation cost

MeOH Plant MeAc Plant A MeAc Plant B MeAc Plant C

1 2 1 5

2 3 0 8

3 11 6 15

4 7 1 9
 More Optimization Examples

• Methanol Delivery (Cont’d)

– We define the transportation loads (tons/day) going
from each MeOH plant to each MeAc plant as follows:

MeOH Plant MeAc Plant A MeAc Plant B MeAc Plant C

1 X1A X1B X1C
2 X2A X2B X2C

3 X3A X3B X3C

4 X4A X4B X4C

– Total transportation cost (Z)

Z = 2X1A + X1B + 5X1C + 3X2A + 0X2B + 8X2C +
11X3A
+ 6X3B + 15X3C + 7X4A + X4B + 9X4C
 More Optimization Examples
• Methanol Delivery (Cont’d)
– Objective function min Z = 2X1A + X1B + 5X1C + 3X2A + 0X2B
+ 8X2C + 11X3A
+ 6X3B + 15X3C
+ 7X4A + X4B + 9X4C
– Constraints
• Availability/supply X1A + X1B + X1C = 7
X2A + X2B + X2C = 5
X3A + X3B + X3C = 3
X4A + X4B + X4C = 2

• Requirements/demand X1A + X2A + X3A + X4A = 6

X1B + X2B + X3B + X4B = 1
X1C + X2C + X3C + X4C = 10
 More Optimization Examples
• Methanol Delivery (Cont’d)
– Constraints
• Non-negativity X1A ≥ 0
X1B ≥ 0
X1C ≥ 0
X2A ≥ 0
X2B ≥ 0
X2C ≥ 0
X3A ≥ 0
X3B ≥ 0
X3C ≥ 0
X4A ≥ 0
X4B ≥ 0
X4C ≥ 0
 Mixed Integer Programs
• Use of 0-1 Binary Integer Variables
– Commonly used to represent binary choices
– Dichotomy modeling

 0 if the event does NOT occur

x
1 if the event does occur
 Mixed Integer Programs
• The Assignment Problem
– Assignment of n people to do m jobs
– Each job must be done by exactly one person
– Each person can at most do one job
– The cost of person j doing job i is C ij

– The problem is to assign the people to the jobs so as to minimize the total cost of completing all the jobs.

– We can assign integer variables to describe whether a certain person does a certain job or not
 Mixed Integer Programs
• The Assignment Problem (Cont’d)
– The event of person j doing job i is designated Xij

– The objective function can be written as:

– Since exactly one person will do job i, and each person at most can do one job, we get:

m n
min   C ij X ij
i 1 j  1

n m

X
j 1
ij  1 , i  1,...., m X
i 1
ij 1 , j  1,...., n
 Mixed Integer Programs
• Plant Layout – An Assignment Problem
– Four new reactors R1, R2, R3 and R4 are to be installed in a chemical plant
– Four vacant spaces 1, 2, 3 and 4 are available
– Cost of assigning reactor i to space j (in $1000) is

– Assign reactors to spaces to minimize the total cost

Reactor Space 1 Space 2 Space 3 Space 4

R1 15 11 13 15

R2 13 12 12 17

R3 14 15 10 14

R4 17 13 11 16
 Mixed Integer Programs
• Plant Layout (Cont’d)
– Let Xij denote the existence (or absence) of reactor i in space j, i.e. if Xij =1 then reactor i exists in space j

– Objective functionmin Z = 15X11 + 11X12 + 13X13 + 15X14 + 13X21 + 12X22 + 12X23 + 17X24 +14X31 + 15X32 + 10X33 + 14X34
+ 17X41 + 13X42 + 11X43 + 16X44
 Mixed Integer Programs
• Plant Layout (Cont’d)
– Constraints
• Each space must be assigned to one and only one reactor

X11 + X12 + X13 + X14 = 1

X21 + X22 + X23 + X24 = 1
X31 + X32 + X33 + X34 = 1
X41 + X42 + X43 + X44 = 1

• Each reactor must be assigned to one and only one space

X11 + X21 + X31 + X41 = 1

X12 + X22 + X32 + X42 = 1
X13 + X23 + X33 + X43 = 1
X14 + X24 + X34 + X44 = 1
 Mixed Integer Programs
• Plant Layout (Cont’d)
– Optimal assignment policy

Reactor R1 in space 2
Reactor R2 in space 1
Reactor R3 in space 4
Reactor R4 in space 3

– Minimum cost

Cost = 11 + 13 + 14 + 11 = $49,000
Mixed Integer Programs

Thank You